+229.3%
APLD vs MKTX
-35.3%
+264.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -21.4% | +0.9% | -22.3% | -21.7% |
| 3M | -47.8% | +2.6% | -50.4% | -48.4% |
| 6M | -64.9% | +20.4% | -85.3% | -67.9% |
| YTD | -34.9% | -7.1% | -27.8% | -34.5% |
| 1Y | -30.7% | -2.8% | -28.0% | -32.2% |
| 3Y | +305.3% | -21.7% | +327.1% | +314.2% |
| All | +229.3% | -35.3% | +264.6% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling